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Wir sind gerne für Sie daStochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory.
Produkteigenschaften
- Artikelnummer: 9781441931719
- Medium: Buch
- ISBN: 978-1-4419-3171-9
- Verlag: Springer Netherlands
- Erscheinungstermin: 01.12.2010
- Sprache(n): Englisch
- Auflage: 1. Auflage 1999. Corr. 2. printing. Softcover version of original hardcover Auflage 1999
- Serie: Springer Texts in Statistics
- Produktform: Kartoniert, Previously published in hardcover
- Gewicht: 450 g
- Seiten: 281
- Format (B x H): 155 x 235 mm
- Ausgabetyp: Kein, Unbekannt